CBOT 10-Year T-Note Future December 2009
| Trading Metrics calculated at close of trading on 08-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2009 |
08-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
119-070 |
119-160 |
0-090 |
0.2% |
117-310 |
| High |
119-235 |
119-200 |
-0-035 |
-0.1% |
119-165 |
| Low |
119-070 |
119-050 |
-0-020 |
-0.1% |
117-270 |
| Close |
119-230 |
119-050 |
-0-180 |
-0.5% |
119-070 |
| Range |
0-165 |
0-150 |
-0-015 |
-9.1% |
1-215 |
| ATR |
0-159 |
0-161 |
0-001 |
0.9% |
0-000 |
| Volume |
761,970 |
807,060 |
45,090 |
5.9% |
4,085,312 |
|
| Daily Pivots for day following 08-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-230 |
120-130 |
119-132 |
|
| R3 |
120-080 |
119-300 |
119-091 |
|
| R2 |
119-250 |
119-250 |
119-078 |
|
| R1 |
119-150 |
119-150 |
119-064 |
119-125 |
| PP |
119-100 |
119-100 |
119-100 |
119-088 |
| S1 |
119-000 |
119-000 |
119-036 |
118-295 |
| S2 |
118-270 |
118-270 |
119-022 |
|
| S3 |
118-120 |
118-170 |
119-009 |
|
| S4 |
117-290 |
118-020 |
118-288 |
|
|
| Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-280 |
123-070 |
120-044 |
|
| R3 |
122-065 |
121-175 |
119-217 |
|
| R2 |
120-170 |
120-170 |
119-168 |
|
| R1 |
119-280 |
119-280 |
119-119 |
120-065 |
| PP |
118-275 |
118-275 |
118-275 |
119-008 |
| S1 |
118-065 |
118-065 |
119-021 |
118-170 |
| S2 |
117-060 |
117-060 |
118-292 |
|
| S3 |
115-165 |
116-170 |
118-243 |
|
| S4 |
113-270 |
114-275 |
118-096 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-235 |
118-310 |
0-245 |
0.6% |
0-114 |
0.3% |
24% |
False |
False |
928,322 |
| 10 |
119-235 |
117-210 |
2-025 |
1.7% |
0-130 |
0.3% |
72% |
False |
False |
841,951 |
| 20 |
119-235 |
116-215 |
3-020 |
2.6% |
0-148 |
0.4% |
81% |
False |
False |
807,255 |
| 40 |
119-235 |
115-190 |
4-045 |
3.5% |
0-114 |
0.3% |
86% |
False |
False |
570,934 |
| 60 |
119-235 |
113-080 |
6-155 |
5.4% |
0-076 |
0.2% |
91% |
False |
False |
380,981 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-198 |
|
2.618 |
120-273 |
|
1.618 |
120-123 |
|
1.000 |
120-030 |
|
0.618 |
119-293 |
|
HIGH |
119-200 |
|
0.618 |
119-143 |
|
0.500 |
119-125 |
|
0.382 |
119-107 |
|
LOW |
119-050 |
|
0.618 |
118-277 |
|
1.000 |
118-220 |
|
1.618 |
118-127 |
|
2.618 |
117-297 |
|
4.250 |
117-052 |
|
|
| Fisher Pivots for day following 08-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-125 |
119-112 |
| PP |
119-100 |
119-092 |
| S1 |
119-075 |
119-071 |
|